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New Oriental Education & Technology EDU

CONSUMER DEFENSIVE · EDUCATION & TRAINING SERVICES
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Market dataready · fetched 2026-10-16T00:17:17.545Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.004009892Z

FundamentalsAlpha Vantage · quarter 2026-05-31 · fetched 2026-10-16T00:17:17.079057+00:00

Share price$60.35
1D+2.5%
AH$58.73$59.31$59.89$60.48$61.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEDU
Sold putSold callAH

New Oriental Education & Technology options

Live interpolated EDU call and put midpoint premiums by absolute delta.New Oriental Education & Technology$0.80$4.27$7.74$11.20$14.67$48.76$54.26$59.77$65.28$70.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EDU spot · $60.35EDU PRICE$1.17$1.26$1.34$1.75$2.19$2.63$3.06$3.50$4.06$4.63$5.20$5.77$6.34$1.19$1.42$1.89$2.36$2.83$3.34$4.18$5.02$5.86$6.81$8.30$9.80$13.67
PutsExpensive1.68×
CallsExpensive1.24×
SkewBearish+6.14 pp
Implied moveBearish±$7.25
TiltBearish21.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ75.6567.0%27.3%53.1254.0%14.0%
25Δ70.5553.6%19.0%55.5945.0%10.2%
30Δ65.4540.3%10.7%56.7245.5%9.1%
35Δ64.0939.8%9.1%57.8646.0%8.0%
40Δ63.1040.7%8.2%58.9946.5%6.9%
45Δ62.1041.5%7.3%60.1447.1%5.9%
50Δ61.1042.3%6.3%61.4148.0%5.2%
55Δ60.1143.1%5.4%62.6849.0%4.5%
60Δ59.1142.4%4.7%63.9549.9%3.7%
65Δ58.1041.5%4.0%65.3251.0%3.0%
70Δ57.1040.5%3.2%67.1652.3%2.5%
75Δ56.1039.6%2.5%69.0153.6%1.9%
80Δ55.1038.6%1.8%73.1062.8%1.5%

20Δ

Calls
Pseudo strike
75.65
IV
67.0%
B/E move
27.3%
Puts
Pseudo strike
53.12
IV
54.0%
B/E move
14.0%

25Δ

Calls
Pseudo strike
70.55
IV
53.6%
B/E move
19.0%
Puts
Pseudo strike
55.59
IV
45.0%
B/E move
10.2%

30Δ

Calls
Pseudo strike
65.45
IV
40.3%
B/E move
10.7%
Puts
Pseudo strike
56.72
IV
45.5%
B/E move
9.1%

35Δ

Calls
Pseudo strike
64.09
IV
39.8%
B/E move
9.1%
Puts
Pseudo strike
57.86
IV
46.0%
B/E move
8.0%

40Δ

Calls
Pseudo strike
63.10
IV
40.7%
B/E move
8.2%
Puts
Pseudo strike
58.99
IV
46.5%
B/E move
6.9%

45Δ

Calls
Pseudo strike
62.10
IV
41.5%
B/E move
7.3%
Puts
Pseudo strike
60.14
IV
47.1%
B/E move
5.9%

50Δ

Calls
Pseudo strike
61.10
IV
42.3%
B/E move
6.3%
Puts
Pseudo strike
61.41
IV
48.0%
B/E move
5.2%

55Δ

Calls
Pseudo strike
60.11
IV
43.1%
B/E move
5.4%
Puts
Pseudo strike
62.68
IV
49.0%
B/E move
4.5%

60Δ

Calls
Pseudo strike
59.11
IV
42.4%
B/E move
4.7%
Puts
Pseudo strike
63.95
IV
49.9%
B/E move
3.7%

65Δ

Calls
Pseudo strike
58.10
IV
41.5%
B/E move
4.0%
Puts
Pseudo strike
65.32
IV
51.0%
B/E move
3.0%

70Δ

Calls
Pseudo strike
57.10
IV
40.5%
B/E move
3.2%
Puts
Pseudo strike
67.16
IV
52.3%
B/E move
2.5%

75Δ

Calls
Pseudo strike
56.10
IV
39.6%
B/E move
2.5%
Puts
Pseudo strike
69.01
IV
53.6%
B/E move
1.9%

80Δ

Calls
Pseudo strike
55.10
IV
38.6%
B/E move
1.8%
Puts
Pseudo strike
73.10
IV
62.8%
B/E move
1.5%